+86.2%
OKLO vs CART
+111.7%
-25.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.4% | -10.8% | -12.8% |
| 7D | -28.4% | +1.2% | -29.6% | -28.5% |
| 30D | -50.2% | +27.1% | -77.3% | -52.2% |
| 3M | -55.3% | +27.4% | -82.8% | -57.3% |
| 6M | -71.9% | +32.1% | -104.0% | -73.5% |
| YTD | -73.2% | +28.5% | -101.7% | -74.7% |
| 1Y | -84.2% | +58.8% | -143.0% | -85.7% |
| All | +86.2% | +111.7% | -25.5% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling